Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313317.244 | 200857.6927 | 112459.5513 | 185687.2381 | 126065.5973 | 59621.6407 |
Total P&L (%) | 313.3172 | 200.8577 | 112.4596 | 185.6872 | 126.0656 | 59.6216 |
Avg Daily Profit (%) | 0.2301 | 0.1475 | 0.0826 | 0.0771 | 0.0599 | 0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126664 | -84486 | -109865 | -276566 | -192454 | -194055 |
Profit Factor | 1.4391 | 1.5541 | 1.3204 | 1.1347 | 1.1786 | 1.0886 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 45.4023 | 40.2299 | 50.5747 | 45.4023 | 40.2299 | 50.5747 |
Ratio Avg Win / Avg Loss | 1.7306 | 2.309 | 1.2904 | 1.3645 | 1.751 | 1.0639 |
Largest Winning Trade | 131734 | 131734 | 38889 | 127148 | 127148 | 118629 |
Largest Losing Trade | -46275 | -21131 | -46275 | -73940 | -73940 | -73857 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 2548 | 1278 | 1270 | 2548 | 1278 | 1270 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335695 | 100839 | -82433 | -162961 | -139739 | -270728 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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